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PALL vs. GLL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PALL vs. GLL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aberdeen Standard Physical Palladium Shares ETF (PALL) and ProShares UltraShort Gold (GLL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PALL achieves a -23.17% return, which is significantly lower than GLL's -1.30% return. Over the past 10 years, PALL has outperformed GLL with an annualized return of 7.79%, while GLL has yielded a comparatively lower -21.26% annualized return.


PALL

1D
-2.40%
1M
-8.89%
YTD
-23.17%
6M
-33.98%
1Y
13.76%
3Y*
-1.99%
5Y*
-14.70%
10Y*
7.79%

GLL

1D
3.82%
1M
18.89%
YTD
-1.30%
6M
7.14%
1Y
-39.64%
3Y*
-39.33%
5Y*
-28.52%
10Y*
-21.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PALL vs. GLL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PALL
Aberdeen Standard Physical Palladium Shares ETF
-23.17%74.07%-17.38%-38.77%-6.28%-23.26%25.27%53.94%17.23%55.73%
GLL
ProShares UltraShort Gold
-1.30%-62.81%-33.33%-14.91%-2.12%1.66%-41.47%-26.95%5.39%-23.67%

Correlation

The correlation between PALL and GLL is -0.60, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.60

Correlation (3Y)
Calculated over the trailing 3-year period

-0.47

Correlation (5Y)
Calculated over the trailing 5-year period

-0.45

Correlation (10Y)
Calculated over the trailing 10-year period

-0.37

Correlation (All Time)
Calculated using the full available price history since Jan 14, 2010

-0.40

Over the past year, the inverse relationship between PALL and GLL has strengthened: their correlation has moved from -0.40 to -0.60, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

PALL vs. GLL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PALL
PALL Risk / Return Rank: 1313
Overall Rank
PALL Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
PALL Sortino Ratio Rank: 1414
Sortino Ratio Rank
PALL Omega Ratio Rank: 1515
Omega Ratio Rank
PALL Calmar Ratio Rank: 1212
Calmar Ratio Rank
PALL Martin Ratio Rank: 1212
Martin Ratio Rank

GLL
GLL Risk / Return Rank: 44
Overall Rank
GLL Sharpe Ratio Rank: 33
Sharpe Ratio Rank
GLL Sortino Ratio Rank: 33
Sortino Ratio Rank
GLL Omega Ratio Rank: 33
Omega Ratio Rank
GLL Calmar Ratio Rank: 44
Calmar Ratio Rank
GLL Martin Ratio Rank: 55
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PALL vs. GLL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Aberdeen Standard Physical Palladium Shares ETF (PALL) and ProShares UltraShort Gold (GLL). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PALLGLLDifference
Sharpe ratioReturn per unit of total volatility

+1.00

Sortino ratioReturn per unit of downside risk

+1.71

Omega ratioGain probability vs. loss probability

1.09

0.89

+0.21

Calmar ratioReturn relative to maximum drawdown

0.34

-0.61

+0.95

Martin ratioReturn relative to average drawdown

0.75

-0.92

+1.67

PALL vs. GLL - Sharpe Ratio Comparison

The current PALL Sharpe Ratio is 0.27, which is higher than the GLL Sharpe Ratio of -0.73. The chart below compares the historical Sharpe Ratios of PALL and GLL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PALL vs. GLL - Drawdown Comparison

The maximum PALL drawdown since its inception was -73.63%, smaller than the maximum GLL drawdown of -99.24%. Use the drawdown chart below to compare losses from any high point for PALL and GLL.


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Drawdown Indicators


PALLGLLDifference

Max Drawdown

Largest peak-to-trough decline

-73.63%

-99.24%

+25.61%

Max Drawdown (1Y)

Largest decline over 1 year

-40.70%

-65.10%

+24.40%

Max Drawdown (3Y)

Largest decline over 3 years

-40.70%

-87.95%

+47.25%

Max Drawdown (5Y)

Largest decline over 5 years

-73.63%

-89.76%

+16.13%

Max Drawdown (10Y)

Largest decline over 10 years

-73.63%

-95.76%

+22.13%

Current Drawdown

Current decline from peak

-62.14%

-98.77%

+36.63%

Average Drawdown

Average peak-to-trough decline

-26.91%

-85.15%

+58.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.39%

43.09%

-24.70%

Volatility

PALL vs. GLL - Volatility Comparison

The current volatility for Aberdeen Standard Physical Palladium Shares ETF (PALL) is 12.76%, while ProShares UltraShort Gold (GLL) has a volatility of 16.15%. This indicates that PALL experiences smaller price fluctuations and is considered to be less risky than GLL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PALLGLLDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.76%

16.15%

-3.39%

Volatility (6M)

Calculated over the trailing 6-month period

42.39%

46.91%

-4.52%

Volatility (1Y)

Calculated over the trailing 1-year period

51.04%

54.37%

-3.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.41%

36.40%

+6.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.03%

32.31%

+5.72%

PALL vs. GLL - Expense Ratio Comparison

PALL has a 0.60% expense ratio, which is lower than GLL's 0.95% expense ratio.


Dividends

PALL vs. GLL - Dividend Comparison

Neither PALL nor GLL has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


PALL and GLL have a correlation of -0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GLL has higher volatility (16.15%) compared to PALL (12.76%). In terms of maximum drawdown, PALL dropped -73.63% vs GLL's -99.24%.

On 10-year performance, PALL leads with 7.79% vs -21.26% for GLL. On fees, PALL is cheaper at 0.60% per year. On volatility, PALL has been the lower-risk option at 12.76%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, PALL has performed better with a 7.79% return vs -21.26%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PALL is cheaper with a 0.60% expense ratio, compared with 0.95% for GLL.

PALL and GLL have nearly identical dividend yields, around 0.00%.

PALL is categorized as Precious Metals, while GLL is Leveraged Commodities. PALL tracks Palladium London PM Fix ($/ozt), while GLL tracks Bloomberg Gold (-200%). They also come from different issuers: Aberdeen and ProShares. Their fees differ too: 0.60% for PALL and 0.95% for GLL.

PALL currently has the higher Sharpe Ratio (0.27 vs -0.73), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for PALL and GLL

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